In my case I had inherited from the IdentityDbContext correctly (with my own custom types and key defined) but had inadvertantly removed the call to the base class’s OnModelCreating:
protected override void OnModelCreating(DbModelBuilder modelBuilder)
{
base.OnModelCreating(modelBuilder); // I had removed this
/// Rest of on model creating here.
}
Which then fixed up my missing indexes from the identity classes and I could then generate migrations and enable migrations appropriately.